+124.1%
TYLG vs VOO
+100.5%
+23.6%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.3% | +1.5% | +1.0% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | -10.3% | -3.3% | -7.0% | -6.3% |
| 3M | -4.6% | -2.4% | -2.2% | -1.5% |
| 6M | +1.3% | +2.6% | -1.3% | -1.1% |
| YTD | +16.6% | +11.3% | +5.3% | +3.7% |
| 1Y | +18.5% | +13.4% | +5.1% | +3.1% |
| 3Y | +75.6% | +80.3% | -4.7% | -5.7% |
| All | +124.1% | +100.5% | +23.6% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VOO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling